How are auxiliary variables used in financial modeling?

Auxiliary variables. Auxiliary variables are variables that can help to make estimates on incomplete data, while they are not part of the main analysis (Collins ... Sep 15, 2023 ... However, guidance for choosing auxiliary variables is lacking. We examine the consequences of a poorly chosen auxiliary variable: if it ... The auxiliary information can be a categorical variable (e.g. the county of the unit), in which case the categories or groups of categories ... Jul 11, 2024 ... A way to evolve this auxiliary state without having it get integrated along with the ODE state. Adding this feature would likely come with some practical and ... Jun 11, 2017 ... It is sometimes necessary to add auxiliary variables to a description of an algorithm or system to show that it implements a higher-level ... Automatically add auxiliary variables to a lavaan model when using full information maximum likelihood (FIML) to handle missing data. Aug 12, 2019 ... I want to iterate over then with an auxiliar variable, like i, because when some condition is met (like EC is different of RG), I want that this iteration go ... Nov 12, 2017 ... When the parameter space is high dimensional, the performance of stochastic sampling algorithms is very sensitive to existing dependencies ... Also, it was established that estimators that are asymptotically optimum that utilized single auxiliary variable are more efficient than those that are not ... ... auxiliary-variable values will be computed for each steady-state solution. ... data item 7b), and auxiliary variables in data items 6b and 8b. A separate ...